Efficient Markets: Implications and Anomalies

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Investments: Understanding Bull and Bear Markets

Explores bull and bear markets, market cycles, Covid crisis impact, and investment strategies.

Financial Time Series Analysis

Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.

Financial Performance Evaluation

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Equilibrium State Prices Determination

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Asset Pricing: Theory and Applications

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Factor Investing: An Overview

Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.

Capital Asset Pricing Model: Applications and Implications

Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.

Capital Asset Pricing Model: Theory and Applications

Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.

Equity Premium Puzzle

Explores the Equity Premium Puzzle and its macrofinance implications.

Mean-Variance Efficient Frontier

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.